+93.0%
ASML vs TCOM
+44.4%
+48.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -2.9% | +6.5% | -9.4% | -4.6% |
| 30D | -15.2% | +13.3% | -28.5% | -18.2% |
| 3M | -12.9% | -6.5% | -6.4% | -11.8% |
| 6M | -5.0% | -16.3% | +11.3% | -1.5% |
| YTD | +41.8% | -38.7% | +80.5% | +59.5% |
| 1Y | +46.0% | -40.1% | +86.2% | +65.3% |
| 3Y | +133.5% | +30.6% | +102.8% | +101.8% |
| 5Y | +93.0% | +45.8% | +47.2% | +48.2% |
| All | +93.0% | +44.4% | +48.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling